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AQR Capital Management

AQR Capital Management Portfolio holdings

AUM $218B
1-Year Est. Return 29.41%
This Fund
S&P 500
This Quarter Est. Return
+1.59%
1 Year Est. Return
+29.41%
3 Year Est. Return
+92.15%
5 Year Est. Return
+116.61%
10 Year Est. Return
+435.72%
AUM
$36.4B
AUM Growth
-$720M
Cap. Flow
-$2.61B
Cap. Flow %
-7.18%
Top 10 Hldgs %
9.35%
Holding
2,708
New
200
Increased
858
Reduced
1,062
Closed
203

Top Buys

Rank Stock Value
1
SHPG
Shire pic
SHPG
+$147M
2
GILD icon
Gilead Sciences
GILD
+$127M
3
INTC icon
Intel
INTC
+$114M
4
LO
LORILLARD INC COM STK
LO
+$113M
5
TWX
Time Warner Inc
TWX
+$112M

Top Sells

Rank Stock Value
1
FRX
FOREST LABORATORIES INC
FRX
+$243M
2
WNR
Western Refining Inc
WNR
+$148M
3
UNS
UNS ENERGY CORP COM
UNS
+$123M
4
HSH
HILLSHIRE BRANDS CO
HSH
+$118M
5
CELG
Celgene Corp
CELG
+$106M

Sector Composition

Rank Sector Weight
1 Healthcare 14.33%
2 Technology 12.68%
3 Energy 9.74%
4 Financials 9.4%
5 Industrials 9.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ARTX
1951
DELISTED
Arotech Corporation
ARTX
$385K ﹤0.01%
118,500
-3,900
-3% -$14.3K
FFIN icon
1952
First Financial Bankshares
FFIN
$4.96B
$383K ﹤0.01%
27,564
-45,000
-62% -$669K
CDMO
1953
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$383K ﹤0.01%
40,184
– –
WYY icon
1954
WidePoint Corp
WYY
$119M
$382K ﹤0.01%
22,350
-860
-4% -$13.9K
NBD
1955
DELISTED
Nuveen Build Am Bond Opp Fd
NBD
$381K ﹤0.01%
+17,961
New +$385K
ALOG
1956
DELISTED
Analogic Corp
ALOG
$381K ﹤0.01%
5,962
+600
+11% +$43K
PFL
1957
PIMCO Income Strategy Fund
PFL
$389M
$380K ﹤0.01%
+31,787
New +$389K
ECF
1958
Ellsworth Growth & Income Fund
ECF
$172M
$378K ﹤0.01%
+43,657
New +$385K
IMO icon
1959
Imperial Oil
IMO
$62.2B
$378K ﹤0.01%
+8,000
New +$411K
NS
1960
DELISTED
NuStar Energy L.P.
NS
$378K ﹤0.01%
5,726
– –
TRMK icon
1961
Trustmark
TRMK
$2.75B
$377K ﹤0.01%
16,353
– –
VYX icon
1962
NCR Voyix
VYX
$1.13B
$377K ﹤0.01%
18,416
-172,454
-90% -$3.5M
WSBC icon
1963
WesBanco
WSBC
$4.01B
$376K ﹤0.01%
12,299
-2,200
-15% -$67.3K
VTA
1964
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$376K ﹤0.01%
30,431
– –
BCO icon
1965
Brink's
BCO
$4.52B
$374K ﹤0.01%
15,568
– –
STRT icon
1966
STRATTEC Security
STRT
$357M
$374K ﹤0.01%
4,600
+100
+2% +$7.3K
MNI
1967
DELISTED
The McClatchy Company Class A Common Stock
MNI
$374K ﹤0.01%
11,119
+270
+2% +$12.4K
HOPE icon
1968
Hope Bancorp
HOPE
$1.78B
$372K ﹤0.01%
25,498
-17,700
-41% -$266K
OSIS icon
1969
OSI Systems
OSIS
$3.88B
$372K ﹤0.01%
5,855
– –
RBC icon
1970
RBC Bearings
RBC
$17.9B
$372K ﹤0.01%
6,566
– –
HPY
1971
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$371K ﹤0.01%
7,774
-2,700
-26% -$126K
SFY
1972
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$370K ﹤0.01%
29,018
– –
CNS icon
1973
Cohen & Steers
CNS
$4.26B
$369K ﹤0.01%
+9,600
New +$408K
PDFS icon
1974
PDF Solutions
PDFS
$2.09B
$369K ﹤0.01%
29,300
+700
+2% +$13.9K
POWI icon
1975
Power Integrations
POWI
$3.54B
$368K ﹤0.01%
13,648
-41,200
-75% -$1.16M
77 78
79
80 81

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AQR Capital Management's Q3 2014 Portfolio in Review

As of Q3 2014, AQR Capital Management held 2,708 positions worth $36.4B, down 1.9% from $37.1B the previous quarter. Its ten largest holdings account for 9.4% of the portfolio.

AQR Capital Management withdrew a net $2.61B in Q3 2014, closing 203 positions and reducing 1,062 holdings. Its most notable exit was FOREST LABORATORIES INC, an estimated $243M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 14% of assets, down from 14% a quarter earlier, followed by Technology and Energy.

Against the trend, AQR Capital Management opened a new position in BALLY TECHNOLOGIES, INC. worth $80.5M.

  • AQR Capital Management's largest Q3 2014 buy was BALLY TECHNOLOGIES, INC.: 997,907 shares worth $80.5M.
  • AQR Capital Management added most to Shire pic in Q3 2014, an estimated $147M increase.
  • AQR Capital Management's biggest Q3 2014 reduction was Western Refining Inc, cutting an estimated $148M.
  • AQR Capital Management fully exited FOREST LABORATORIES INC in Q3 2014, selling an estimated $243M.
  • AQR Capital Management's ten largest holdings make up 9.4% of its $36.4B portfolio in Q3 2014.
  • AQR Capital Management opened 200 new positions and closed 203 in Q3 2014.
  • AQR Capital Management's portfolio value fell 1.9% quarter-over-quarter to $36.4B.

Based on AQR Capital Management's 13F filing for Q3 2014, filed 14 Nov 2014.